+4.9%
STM vs DAR
+11.9%
-7.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.7% |
| 7D | -10.7% | -9.9% | -0.8% | -8.4% |
| 30D | -25.7% | -16.4% | -9.4% | -22.5% |
| 3M | -21.6% | -17.1% | -4.5% | -18.4% |
| 6M | -27.8% | -20.5% | -7.3% | -24.1% |
| YTD | +61.8% | +39.4% | +22.3% | +46.2% |
| 1Y | +78.1% | +57.2% | +20.9% | +55.7% |
| 3Y | +4.9% | +13.9% | -9.0% | -4.4% |
| All | +4.9% | +11.9% | -7.0% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling